Patrik Guggenberger
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Patrik |
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Guggenberger |
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Pennsylvania State University
/ Department of Economics
Research profile
author of:
- Asymptotics for stationary very nearly unit root processes (RePEc:bla:jtsera:v:29:y:2008:i:1:p:203-212)
by Donald W. K. Andrews & Patrik Guggenberger - Bias-Reduced Log-Periodogram and Whittle Estimation of the Long-Memory Parameter Without Variance Inflation (RePEc:cdl:ucsdec:qt2z99w4sm)
by Guggenberger, Patrik & Sun, Yixiao - Generalized Empirical Likelihood Tests in Time Series Models With Potential Identification Failure (joint with R.J.Smith), accepted for publication, Journal of Econometrics (RePEc:cla:uclaol:357)
by Patrik Guggenberger - Finite-Sample Evidence Suggesting a Heavy Tail Problem of the Generalized Empirical Likelihood Estimator, accepted for publication, Econometric Reviews (RePEc:cla:uclaol:371)
by Patrik Guggenberger - The limit of finite sample size and a problem with subsampling (joint with D.W.K. Andrews), June 2005, this version March 2007 (RePEc:cla:uclaol:372)
by Patrik Guggenberger - Specification Testing under Moment Inequalities (joint with J. Hahn and K. Kim), 2006, revised April 2007 (RePEc:cla:uclaol:381)
by Patrik Guggenberger - Hybrid and size-corrected subsample methods (joint with D.W.K. Andrews), June 2005, this version March 2007 (RePEc:cla:uclaol:400)
by Patrik Guggenberger - Asymptotics for Stationary Very Nearly Unit Root Processes (joint with D.W.K. Andrews), this version November 2006 (RePEc:cla:uclaol:402)
by Patrik Guggenberger - Applications of Subsampling, Hybrid, and Size-Correction Methods (joint with D.W.K. Andrews), 2005, this version May 2007 (RePEc:cla:uclaol:414)
by Patrik Guggenberger - Generalized Empirical Likelihood Estimators And Tests Under Partial, Weak, And Strong Identification (RePEc:cup:etheor:v:21:y:2005:i:04:p:667-709_05)
by Guggenberger, Patrik & Smith, Richard J. - Bias-Reduced Log-Periodogram And Whittle Estimation Of The Long-Memory Parameter Without Variance Inflation (RePEc:cup:etheor:v:22:y:2006:i:05:p:863-912_06)
by Guggenberger, Patrik & Sun, Yixiao - Validity Of Subsampling And “Plug-In Asymptotic” Inference For Parameters Defined By Moment Inequalities (RePEc:cup:etheor:v:25:y:2009:i:03:p:669-709_09)
by Andrews, Donald W.K. & Guggenberger, Patrik - The Impact Of A Hausman Pretest On The Asymptotic Size Of A Hypothesis Test (RePEc:cup:etheor:v:26:y:2010:i:02:p:369-382_10)
by Guggenberger, Patrik - ASYMPTOTIC SIZE AND A PROBLEM WITH SUBSAMPLING AND WITH THE m OUT OF n BOOTSTRAP (RePEc:cup:etheor:v:26:y:2010:i:02:p:426-468_10)
by Andrews, Donald W.K. & Guggenberger, Patrik - On The Asymptotic Size Distortion Of Tests When Instruments Locally Violate The Exogeneity Assumption (RePEc:cup:etheor:v:28:y:2012:i:02:p:387-421_00)
by Guggenberger, Patrik - Asymptotic Size Of Kleibergen’S Lm And Conditional Lr Tests For Moment Condition Models (RePEc:cup:etheor:v:33:y:2017:i:05:p:1046-1080_00)
by Andrews, Donald W.K. & Guggenberger, Patrik - A Bias-Reduced Log-Periodogram Regression Estimator for the Long-Memory Parameter (RePEc:cwl:cwldpp:1263)
by Donald W.K. Andrews & Patrik Guggenberger - The Limit of Finite-Sample Size and a Problem with Subsampling (RePEc:cwl:cwldpp:1605)
by Donald W.K. Andrews & Patrik Guggenberger - The Limit of Finite-Sample Size and a Problem with Subsampling (RePEc:cwl:cwldpp:1605r)
by Donald W.K. Andrews & Patrik Guggenberger - Hybrid and Size-Corrected Subsample Methods (RePEc:cwl:cwldpp:1606)
by Donald W.K. Andrews & Patrik Guggenberger - Asymptotics for Stationary Very Nearly Unit Root Processes (RePEc:cwl:cwldpp:1607)
by Donald W.K. Andrews & Patrik Guggenberger - Applications of Subsampling, Hybrid, and Size-Correction Methods (RePEc:cwl:cwldpp:1608)
by Donald W.K. Andrews & Patrik Guggenberger - Validity of Subsampling and "Plug-in Asymptotic" Inference for Parameters Defined by Moment Inequalities (RePEc:cwl:cwldpp:1620)
by Donald W.K. Andrews & Patrik Guggenberger - The Impact of a Hausman Pretest on the Size of Hypothesis Tests (RePEc:cwl:cwldpp:1651)
by Patrik Guggenberger - Asymptotics for LS, GLS, and Feasible GLS Statistics in an AR(1) Model with Conditional Heteroskedaticity (RePEc:cwl:cwldpp:1665)
by Donald W.K. Andrews & Patrik Guggenberger - Asymptotics for LS, GLS, and Feasible GLS Statistics in an AR(1) Model with Conditional Heteroskedaticity (RePEc:cwl:cwldpp:1665r)
by Donald W.K. Andrews & Patrik Guggenberger - Asymptotics for LS, GLS, and Feasible GLS Statistics in an AR(1) Model with Conditional Heteroskedaticity (RePEc:cwl:cwldpp:1665r2)
by Donald W.K. Andrews & Patrik Guggenberger - A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter (RePEc:cwl:cwldpp:1812)
by Donald W.K. Andrews & Patrik Guggenberger - A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter (RePEc:cwl:cwldpp:1812r)
by Donald W.K. Andrews & Patrik Guggenberger - Generic Results for Establishing the Asymptotic Size of Confidence Sets and Tests (RePEc:cwl:cwldpp:1813)
by Donald W.K. Andrews & Xu Cheng & Patrik Guggenberger - Asymptotic Size of Kleibergen's LM and Conditional LR Tests for Moment Condition Models (RePEc:cwl:cwldpp:1977)
by Donald W. K. Andrews & Patrik Guggenberger - Identification- and Singularity-Robust Inference for Moment Condition (RePEc:cwl:cwldpp:1978)
by Donald W. K. Andrews & Patrik Guggenberger - Monte-carlo evidence suggesting a no moment problem of the continuous updating estimator (RePEc:ebl:ecbull:eb-04c10027)
by Patrik Guggenberger - A Bias--Reduced Log--Periodogram Regression Estimator for the Long--Memory Parameter (RePEc:ecm:emetrp:v:71:y:2003:i:2:p:675-712)
by Donald W. K. Andrews & Patrik Guggenberger - Hybrid and Size-Corrected Subsampling Methods (RePEc:ecm:emetrp:v:77:y:2009:i:3:p:721-762)
by Donald W. K. Andrews & Patrik Guggenberger - Distortions of Asymptotic Confidence Size in Locally Misspecified Moment Inequality Models (RePEc:ecm:emetrp:v:80:y:2012:i:4:p:1741-1768)
by Federico A. Bugni & Ivan A. Canay & Patrik Guggenberger - On the Asymptotic Sizes of Subset Anderson–Rubin and Lagrange Multiplier Tests in Linear Instrumental Variables Regression (RePEc:ecm:emetrp:v:80:y:2012:i:6:p:2649-2666)
by Patrik Guggenberger & Frank Kleibergen & Sophocles Mavroeidis & Linchun Chen - A note on the relation between local power and robustness to misspecification (RePEc:eee:ecolet:v:116:y:2012:i:2:p:133-135)
by Guggenberger, Patrik - A note on the (in)consistency of the test of overidentifying restrictions and the concepts of true and pseudo-true parameters (RePEc:eee:ecolet:v:117:y:2012:i:3:p:901-904)
by Guggenberger, Patrik - Specification testing under moment inequalities (RePEc:eee:ecolet:v:99:y:2008:i:2:p:375-378)
by Guggenberger, Patrik & Hahn, Jinyong & Kim, Kyooil - Generalized empirical likelihood tests in time series models with potential identification failure (RePEc:eee:econom:v:142:y:2008:i:1:p:134-161)
by Guggenberger, Patrik & Smith, Richard J. - Incorrect asymptotic size of subsampling procedures based on post-consistent model selection estimators (RePEc:eee:econom:v:152:y:2009:i:1:p:19-27)
by Andrews, Donald W.K. & Guggenberger, Patrik - The impact of a Hausman pretest on the size of a hypothesis test: The panel data case (RePEc:eee:econom:v:156:y:2010:i:2:p:337-343)
by Guggenberger, Patrik - Applications of subsampling, hybrid, and size-correction methods (RePEc:eee:econom:v:158:y:2010:i:2:p:285-305)
by Andrews, Donald W.K. & Guggenberger, Patrik - Asymptotics for LS, GLS, and feasible GLS statistics in an AR(1) model with conditional heteroskedasticity (RePEc:eee:econom:v:169:y:2012:i:2:p:196-210)
by Andrews, Donald W.K. & Guggenberger, Patrik - GEL statistics under weak identification (RePEc:eee:econom:v:170:y:2012:i:2:p:331-349)
by Guggenberger, Patrik & Ramalho, Joaquim J.S. & Smith, Richard J. - Efficiency properties of labor taxation in a spatial model of restricted labor mobility (RePEc:eee:regeco:v:32:y:2002:i:4:p:447-473)
by Guggenberger, Patrik & Kaul, Ashok & Kolmar, Martin - Efficiency Properties of Labor Taxation in a Spatial Model of Restricted Labor Mobility (RePEc:iza:izadps:dp287)
by Guggenberger, Patrik & Kaul, Ashok & Kolmar, Martin - Finite Sample Properties of the Two-Step Empirical Likelihood Estimator (RePEc:taf:emetrv:v:24:y:2005:i:3:p:247-263)
by Patrik Guggenberger & Jinyong Hahn - Finite Sample Evidence Suggesting a Heavy Tail Problem of the Generalized Empirical Likelihood Estimator (RePEc:taf:emetrv:v:27:y:2008:i:4-6:p:526-541)
by Patrik Guggenberger - Book Review: Identification and Inference for Econometric Models (RePEc:taf:emetrv:v:29:y:2010:i:1:p:99-105)
by Patrik Guggenberger - A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter (RePEc:tpr:restat:v:96:y:2014:i:2:p:376-381)
by Donald W. K. Andrews & Patrik Guggenberger - On the size distortion of tests after an overidentifying restrictions pretest (RePEc:wly:japmet:v:27:y:2012:i:7:p:1138-1160)
by Patrik Guggenberger & Gitanjali Kumar